+232.1%
W vs CVE
+136.1%
+95.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -3.6% | -16.1% | +12.5% | +0.7% |
| 30D | +7.0% | -10.4% | +17.3% | +9.5% |
| 3M | +7.4% | -2.4% | +9.7% | +6.9% |
| 6M | +69.3% | -4.4% | +73.7% | +66.6% |
| YTD | +11.3% | +64.9% | -53.7% | -8.6% |
| 1Y | +13.2% | +66.0% | -52.8% | -7.5% |
| 3Y | +142.0% | +57.7% | +84.4% | +98.8% |
| 5Y | -54.6% | +144.7% | -199.3% | -67.6% |
| All | +232.1% | +136.1% | +95.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling